+20.9%
MDLZ vs OTIS
-13.3%
+34.2%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -0.4% | -3.0% | +2.6% | +0.7% |
| 30D | +8.2% | +14.0% | -5.7% | +3.9% |
| 3M | +8.0% | +4.9% | +3.1% | +5.9% |
| 6M | +9.7% | +5.4% | +4.4% | +7.4% |
| YTD | +26.9% | -10.2% | +37.1% | +27.2% |
| 1Y | +20.9% | -13.4% | +34.3% | +22.9% |
| All | +20.9% | -13.3% | +34.2% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded OTIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling